Error Control Of Initial Value Problems For Stiff Ordinary Differential Equations Using Neumaier’s Method:-Obilo, Charles Ihinwanne .M.

ABSTRACT

 Compared with standard numerical methods for initial value problems (IVPs) for ordinary differential equations (ODEs), validated methods not only compute a numerical solution to aproblem, but also generate a guaranteed bound on the global error associated with the numerical solution. There have been significant developments in the field of validated numerical methods for IVPs over the past few decades. However, none of the validated methods develop to date are suitable for stiff problems. This thesis investigates the potential of Neumaier’s validated method for solving stiff IVPs for ODEs. We show that Neumaier’s result is a special case of Dahlquist’s result. Our findings show that this method has promise as an effective validated method for stiff IVPs for ODEs, for problems where p there is no wrapping effect.